+102.4%
VIG vs ABCL
-81.0%
+183.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | +3.1% | +4.4% | -1.3% | +2.8% |
| 30D | +5.0% | -7.9% | +12.9% | +5.3% |
| 3M | +2.7% | +12.2% | -9.5% | +1.7% |
| 6M | +11.0% | +134.7% | -123.8% | +4.8% |
| YTD | +16.0% | +239.8% | -223.8% | +6.7% |
| 1Y | +16.3% | +192.7% | -176.4% | +7.7% |
| 3Y | +66.8% | +187.6% | -120.8% | +50.6% |
| 5Y | +64.8% | -22.6% | +87.4% | +53.6% |
| All | +102.4% | -81.0% | +183.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling